-18.2%
MDT vs MRSH
+18.2%
-36.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -3.4% | -4.8% | +1.3% | -1.5% |
| 30D | +0.2% | -6.3% | +6.5% | +2.9% |
| 3M | +14.3% | +5.8% | +8.4% | +11.6% |
| 6M | +4.0% | +2.8% | +1.2% | +2.2% |
| YTD | -3.7% | -3.1% | -0.6% | -3.3% |
| 1Y | -0.4% | -11.3% | +10.9% | +3.9% |
| 3Y | +23.3% | -5.0% | +28.3% | +23.1% |
| All | -18.2% | +18.2% | -36.4% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling